AMD Public-New York-Vice President-Quantitative Engineering

About the Role

Within Goldman Sachs Asset Management, quantitative engineering strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with portfolio managers across asset classes, your quantitative perspectives on complex financial and technical challenges will power our business and investment decisions. You will use your advanced training in mathematics, programming, and logical thinking to construct quantitative models that drive success in a dynamic, fast-paced environment.

Your contributions may include working on alpha-generating strategies, discussing portfolio allocation problems, and building models for prediction, trading automation, and data analysis. Your ideas will have a measurable effect on our business and clients.

About Fixed Income and Liquidity Solutions

Fixed Income and Liquidity Solutions is an investment team with a global suite of products that delivers fixed income and money market portfolio solutions. We manage assets for a broad range of clients, including pension funds, endowments, foundations, financial institutions, insurers, and high-net-worth individuals. Our focus spans all sectors of the fixed income market, from traditional investment-grade products to opportunistic and distressed investing.

Responsibilities

• Work closely with portfolio managers to build quantitative models and tools to streamline the portfolio management process.
• Develop sustainable production systems that can evolve and adapt to changes in our fast-paced, global business environment.
• Create quantitative analytics and signals using advanced statistical, quantitative, or econometric techniques to improve portfolio construction and performance.
• Develop rigorous and scalable data management and analysis tools to support the investment process.
• Implement mathematical models and analytics in production-quality software.

Qualifications

• Background in a quantitative discipline (e.g., mathematics, engineering, physics, or computer science), with a preference for Masters and PhDs.
• Municipal and corporate credit markets experience is beneficial.
• Strong mathematical and analytical skills.
• Desire and ability to create innovative solutions to commercial challenges.
• Proficient in at least one programming language, with proven experience in the production software development life cycle (SDLC).
• Excellent communication skills.
• A self-starter who can work independently as well as thrive in a team environment.

About Goldman Sachs

Founded in 1869, Goldman Sachs is a leading global investment banking, securities, and investment management firm. We commit our people, capital, and ideas to help our clients, shareholders, and the communities we serve to grow. Headquartered in New York, we maintain offices around the world and are committed to fostering diversity, inclusion, and professional growth for all employees.